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Parametric Equity Plus ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.24% (-1.60%)
Analysis last updated: Friday, February 13, 2026 at 11:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Parametric Equity Plus ETF S0GARCH
paramt-stat
ω0.33172.19
α0.04590.67
β0.00000.00
γ1-132.2431-2.00
γ2241.99152.60
γ3-256.7210-4.15
γ4227.72653.86
γ5-81.1149-1.44
γ64.21600.08
γ7-18.0752-0.40
γ818.52390.57
Estimation Period:
Nov 8, 2024 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts